blenderplayer and 3rd party libraries
Blender does not come with e.g. numpy pre-installed


Yes it does, unless you configure WITH_PYTHON_INSTALL_NUMPY:BOOL=OFF and build it yourself.

Python modules can simply be imported from whatever is listed on the PYTHONPATH environment variable. If it doesn't automatically work by placing .py files next to your .blend file, you can modify PYTHONPATH to point to that location.

You can bundle 3rd-party modules with your game, but you do have to think about the following:


You have to adhere to the license of the module, so probably you'll have to include their license, give them credit, etc.
Be careful with binary modules. Make sure you test (so don't read documentation and assume it'll work, but actually test it) that they work with the version of Python that's built into Blender. On Windows this may be an issue, since (AFAIK) we build Python with different options than the python.org build, and as a result the pre-built binary Python modules may not load in Blender.
If you do decide to use binary (i.e. .pyd, .so, or .dll extensions) Python modules, make sure you include the versions for all platforms you want your game to run on.